-11.2%
CTSH vs PAYX
+6.4%
-17.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.5% |
| 7D | -3.7% | -4.9% | +1.1% | -0.5% |
| 30D | +3.7% | -3.8% | +7.5% | +6.5% |
| 3M | +17.9% | +17.9% | +0.1% | +7.7% |
| 6M | -2.6% | +26.1% | -28.7% | -14.5% |
| YTD | -26.4% | +6.7% | -33.1% | -29.9% |
| 1Y | -13.0% | -10.7% | -2.3% | -10.7% |
| 3Y | -11.2% | +7.0% | -18.2% | -12.0% |
| All | -11.2% | +6.4% | -17.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PAYX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling